Description

This analysis provides a forecast of OM prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 2.261416 3.046920 4.140908 5.824108 8.440171e+00 1.251903e+01 19.729329
2025-02-09 1.546693 2.397748 3.826487 6.581459 1.226044e+01 2.484877e+01 60.492112
2025-02-16 1.074547 1.855098 3.376101 6.939059 1.654131e+01 4.764888e+01 210.971294
2025-02-23 0.744819 1.396238 2.824375 6.766941 2.037504e+01 8.620575e+01 888.933805
2025-03-02 0.516067 1.028421 2.257267 6.128690 2.270679e+01 1.425026e+02 4925.827408
2025-03-09 0.410721 0.877469 2.120705 6.728772 3.308661e+01 3.954377e+02 745664.735060
2025-03-16 0.327636 0.741563 1.947090 7.119121 4.656519e+01 1.270639e+03 NaN
2025-03-23 0.273955 0.656542 1.876495 7.998030 7.380175e+01 8.078582e+03 NaN
2025-03-30 0.229972 0.578756 1.782819 8.765578 1.160252e+02 1.507349e+05 NaN
2025-04-06 0.187727 0.488534 1.586148 8.660642 1.539135e+02 3.284736e+07 NaN
2025-04-13 0.151049 0.401681 1.349980 7.913660 1.746275e+02 NaN NaN
2025-04-20 0.130627 0.359196 1.274633 8.386700 2.723285e+02 NaN NaN
2025-04-27 0.115813 0.330724 1.249582 9.450518 5.240218e+02 NaN NaN
2025-05-04 0.102166 0.301142 1.200668 10.288223 1.002165e+03 NaN NaN
2025-05-11 0.088782 0.267688 1.109869 10.450152 1.669342e+03 NaN NaN
2025-05-18 0.075918 0.231963 0.984330 9.815228 2.198904e+03 NaN NaN
2025-05-25 0.064027 0.196573 0.841233 8.567637 2.192693e+03 NaN NaN
2025-06-01 0.058173 0.182895 0.816398 9.261002 5.092774e+03 NaN NaN
2025-06-08 0.052562 0.168410 0.777768 9.652652 1.162558e+04 NaN NaN
2025-06-15 0.048661 0.159668 0.770138 10.762356 5.065708e+04 NaN NaN
2025-06-22 0.044928 0.150442 0.753449 11.712528 3.416745e+05 NaN NaN
2025-06-29 0.040468 0.136826 0.697775 11.432944 1.271756e+06 NaN NaN
2025-07-06 0.035863 0.121481 0.621675 10.290412 1.574730e+06 NaN NaN